+2.1%
GLDM vs AMCR
+14.6%
-12.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | +4.7% | -5.3% | +10.0% | +6.0% |
| 30D | -0.9% | +8.7% | -9.6% | -3.3% |
| 3M | -4.3% | -3.3% | -1.0% | -3.8% |
| 6M | -13.4% | +15.1% | -28.5% | -17.5% |
| YTD | -5.8% | +12.4% | -18.2% | -8.2% |
| 1Y | +2.1% | +15.8% | -13.8% | -1.0% |
| All | +2.1% | +14.6% | -12.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling